哪位老师解释一下多元probit模型的应用范围？

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哪位老师解释一下多元probit模型的应用范围？

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关键词：Probit Rob bit 老师 模型 应用 Probit 范围

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Multinomial Probit: The Theory and Its Application to Demand Forecasting

Carlos Daganzo

Product Details

• Hardcover: 222 pages
• Publisher: Academic Press (December, 1979)
• Language: English
• ISBN: 0122011503

From the references below, you cauld find out the application of MNP.

References

1

Simon P. Anderson, Andé de Palma, and Jacques-François Thisse. Discrete Choice Theory of Product Differentiation. MIT Press, Cambridge, Ma, 1992.

2

M. E. Ben-Akiva. Structure of passenger travel demand models. PhD thesis, Department of Civil Engineering, MIT, Cambridge, Ma, 1973.

3

M. E. Ben-Akiva and S. R. Lerman. Discrete Choice Analysis: Theory and Application to Travel Demand. MIT Press, Cambridge, Ma., 1985.

4

Moshe Ben-Akiva and B. François. homogeneous generalized extreme value model. Working paper, Department of Civil Engineering, MIT, Cambridge, Ma, 1983.

5

M. Bierlaire. A robust algorithm for the simultaneous estimation of hierarchical logit models. GRT Report 95/3, Department of Mathematics, FUNDP, 1995.

6

M. Bierlaire, T. Lotan, and Ph. L. Toint. On the overspecification of multinomial and nested logit models due to alternative specific constants. Transportation Science, 1997. (forthcoming).

7

M. Bierlaire and Y. Vandevyvere. HieLoW: the interactive user's guide. Transportation Research Group - FUNDP, Namur, 1995.

8

Denis Bolduc, Bernard Fortin, and Marc-Andre Fournier. The effect of incentive policies on the practice location of doctors: A multinomial probit analysis. Journal of labor economics, 14(4):703, 1996.

9

M. A. Bradley and A.J. Daly. Estimation of logit choice models using mixed stated preferences and revealed preferences information. In Methods for understanding travel behaviour in the 1990's, pages 116-133, Québec, mai 1991. International Association for Travel Behaviour. 6th international conference on travel behaviour.

10

Ennio Cascetta. A modified logit route choice model overcoming path overlapping problems. Specification and some calibration results for interurban networks. In Proceedings of the 13th International Symposium on the Theory of Road Traffic Flow (Lyon, France), 1996.

11

C. F. Daganzo. Multinomial Probit: The theory and its application to demand forecasting. Academic Press, New York, 1979.

12

A. Daly. Estimating ``tree'' logit models. Transportation Research B, 21(4):251-268, 1987.

13

D. A. Hensher and L. W. Johnson. Applied discrete choice modelling. Croom Helm, London, 1981.

14

J. L. Horowitz, F. S. Koppelman, and S. R. Lerman. A self-instructing course in disaggregate mode choice modeling. Technology Sharing Program, US Department of Transportation, Washington, D.C. 20590, 1986.

15

F. S. Koppelman and Chieh-Hua Wen. The paired combinatorial logit model: properties, estimation and application. Transportation Research Board, 76th Annual Meeting, Washington DC, January 1997. Paper #970953.

16

R. Luce. Individual choice behavior: a theoretical analysis. J. Wiley and Sons, New York, 1959.

17

R. D. Luce and P. Suppes. Preference, utility and subjective probabiblity. In R. D. Luce, R. R. Bush, and E. Galanter, editors, Handbook of Mathematical Psychology, New York, 1965. J. Wiley and Sons.

18

C. Manski. The structure of random utility models. Theory and Decision, 8:229-254, 1977.

19

Andrey Andreyevich Markov. Calculation of probabilities. Tip. Imperatorskoi Akademii Nauk, Sint Petersburg, 1900. (in Russian).

20

D. McFadden. Modelling the choice of residential location. In A. Karlquist et al., editor, Spatial interaction theory and residential location, pages 75-96, Amsterdam, 1978. North-Holland.

21

J. Swait. Probabilistic choice set formation in transportation demand models. PhD thesis, Department of Civil and Environmental Engineering, Massachussetts Institute of Technology, Cambridge, Ma, 1984.

22

A. Tversky. Elimination by aspects: a theory of choice. Psychological Review, 79:281-299, 1972.

23

Peter Vovsha. Cross-nested logit model: an application to mode choice in the Tel-Aviv metropolitan area. Transportation Research Board, 76th Annual Meeting, Washington DC, January 1997. Paper #970387.

24

D.K. Whynes, G. Reedand, and P. Newbold. General practitioners' choice of referral destination: A probit analysis. Managerial and Decision Economics, 17(6):587, 1996.

25

T. Yai, S. Iwakura, and S. Morichi. Multinomial probit with structured covariance for route choice behavior. Transportation Research B, 31(3):195-208, June 1997.

十分感谢，是不是咱们国内这方面的资料不多呀！？我就没查到过，只找到个二元的还不详细

我只知道二元选择模型中可以用probit模型，在古扎拉蒂计量经济学的下册有一些介绍，去看看吧

It should be Ordered Probit model, not like what the guy on floor 3 said, Multinomial Probit, in fact, there is no such a term defined as "Multinomial Probit", all I have heard about is just Multinomial Logit.

Ordered Probit model is applied to the circustance where the alternative outcomes are more than two, which cannot be solved by Binary Probit model. For example, we can use this in investgating the labor market. In the labor market, people may have at least three status, thus, unemployed, part-time, or full-time. So, if we set up a model to estimate one's probability of being each status, an ordered probit model should be used, and a binary probit model is inappropriate here.

Hope this might help!

[此贴子已经被作者于2005-10-12 9:36:52编辑过]

thank you for your excellent explaination

自变量多为分类变量选择logistic回归模型。

自变量多位连续数值变量，考虑服从正态分布，此时选择probit回归模型。

似乎楼上各位的回答还没有回答到点子上，那两位用英文回帖的网友，不知道是不是在国外学习计量经济学？如果国外也是这种思考方式的话，那我应该又得意一把了！不过我仍然相信自己只是个小学生，所以希望在国外的这几个朋友能真正学到先进的思维方式，而不仅仅是知识！

上面似乎跑题了，对于models with discrete dependent variables

limited dependent variables (censored model,truncated model,sample selection model)

这些模型的由来，基本原理，应用范围，以及相互的联系及区别，是值得我们从头到尾的很好的思考，整理一下的！

[此贴子已经被作者于2006-2-11 17:39:38编辑过]